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Adaptive Rejection Sampling incorrect #61

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GoogleCodeExporter opened this issue Dec 29, 2015 · 1 comment

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auto-migrated Priority-Medium Type-Defect

GoogleCodeExporter commented Dec 29, 2015

Hi, 

I found a bug in the adaptive rejection sampling code -- ars.m

arsEvalHulls returns log-values but they are subsequently treated as 
probability values for the accept/reject steps in lines 86 and 91 (eg divided 
with each other and compared to a uniform draw).  This can cause the ARS to 
sample heavier tails than it should.

Original issue reported on code.google.com by [email protected] on 27 Aug 2013 at 11:20

The text was updated successfully, but these errors were encountered:

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GoogleCodeExporter commented Dec 29, 2015

Moved to GitHub: https://github.com/probml/pmtk3/issues/61

Original comment by irosen on 4 Jan 2014 at 2:39

GoogleCodeExporter added Priority-Medium Type-Defect auto-migrated labels

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